-15.5%
GIS vs HST
+101.4%
-116.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -8.3% | +2.0% | -10.3% | -8.4% |
| 30D | +2.2% | -5.2% | +7.4% | +2.4% |
| 3M | +15.7% | -6.2% | +21.9% | +16.0% |
| 6M | -12.0% | +20.4% | -32.4% | -12.8% |
| YTD | -15.0% | +30.6% | -45.6% | -16.1% |
| 1Y | -20.1% | +37.4% | -57.5% | -21.4% |
| 3Y | -34.6% | +66.1% | -100.7% | -36.4% |
| 5Y | -22.8% | +73.7% | -96.6% | -25.3% |
| All | -15.5% | +101.4% | -116.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling